CIK: 0001080171 · Show all filings
Period: Q1 2014 (← Previous) (Next →)
Filing Date: May 15, 2014
Total Value ($000): $2,423,040 (69.5% shares, 30.5% debt)
| Ticker | Issuer | Shares | Value ($000) | % | Est. Cost | Unrealized | Class | CUSIP |
|---|---|---|---|---|---|---|---|---|
| IWM | ISHARES | 5,293,800 | $615,881 | 25.4% | — | — | Put | 464287655 |
| — | E M C CORP MASS | 10,002,800 | $274,177 | 11.3% | $27.41 | — | COM | 268648102 |
| — | MICRON TECHNOLOGY INC | 68,496,000 | $172,674 | 7.1% | $2.18 | — | NOTE 2.375% 5/0 | 595112AW3 |
| — | HARTFORD FINL SVCS GROUP INC | 4,290,047 | $114,373 | 4.7% | $21.90 | — | *W EXP 06/26/201 | 416515120 |
| VC | VISTEON CORP | 1,198,799 | $106,022 | 4.4% | $40.40 | +18.8% | COM NEW | 92839U206 |
| — | MAGNUM HUNTER RES CORP DEL | 12,178,413 | $103,517 | 4.3% | $5.57 | — | COM | 55973B102 |
| — | MICRON TECHNOLOGY INC | 37,859,000 | $94,123 | 3.9% | $2.22 | — | NOTE 3.125% 5/0 | 595112AX1 |
| — | SCORPIO BULKERS INC | 7,916,115 | $80,032 | 3.3% | $10.09 | — | SHS | Y7546A106 |
| — | ANADARKO PETE CORP | 644,767 | $54,650 | 2.3% | $84.76 | — | COM | 032511107 |
| — | DENDREON CORP | 71,223,000 | $52,350 | 2.2% | $0.71 | — | NOTE 2.875% 1/1 | 24823QAC1 |
| — | GT ADVANCED TECHNOLOGIES INC | 22,421,000 | $51,526 | 2.1% | $1.28 | — | NOTE 3.000%10/0 | 36191UAA4 |
| — | LINCOLN NATL CORP IND | 1,151,090 | $47,793 | 2.0% | $28.52 | — | *W EXP 07/10/201 | 534187117 |
| BBD | BANCO BRADESCO S A | 3,075,180 | $42,038 | 1.7% | $13.67 | — | SP ADR PFD NEW | 059460303 |
| — | EXELIXIS INC | 46,118,000 | $41,045 | 1.7% | $1.04 | — | NOTE 4.250% 8/1 | 30161QAC8 |
| — | GT ADVANCED TECHNOLOGIES INC | 21,000,000 | $33,994 | 1.4% | $1.46 | — | NOTE 3.000%12/1 | 36191UAB2 |
| SFL 3.25 02/01/18 | SHIP FINANCE INTERNATIONAL L | 28,500,000 | $31,795 | 1.3% | $0.99 | — | NOTE 3.250% 2/0 | G81075AE6 |
| VOD | VODAFONE GROUP PLC NEW | 834,910 | $30,733 | 1.3% | $36.81 | — | SPNSR ADR NO PAR | 92857W308 |
| — | MICROCHIP TECHNOLOGY INC | 16,500,000 | $30,624 | 1.3% | $1.86 | — | SDCV 2.125%12/1 | 595017AB0 |
| — | MIDSTATES PETE CO INC | 5,696,515 | $30,533 | 1.3% | $5.55 | — | COM | 59804T100 |
| — | MOLYCORP INC DEL | 36,709,000 | $29,630 | 1.2% | $0.79 | — | NOTE 6.000% 9/0 | 608753AF6 |
| — | PRETIUM RES INC | 4,654,604 | $26,811 | 1.1% | $5.29 | — | COM | 74139C102 |
| TPH | TRI POINTE HOMES INC | 1,600,000 | $25,968 | 1.1% | $17.57 | 0.0% | COM | 87265H109 |
| MU | MICRON TECHNOLOGY INC | 1,080,500 | $25,565 | 1.1% | $20.48 | +13.2% | COM | 595112103 |
| — | COBALT INTL ENERGY INC | 1,111,022 | $20,354 | 0.8% | $18.63 | — | COM | 19075F106 |
| — | ACCURAY INC | 9,800,000 | $18,686 | 0.8% | $1.91 | — | NOTE 3.500% 2/0 | 004397AD7 |
| — | CENVEO CORP | 15,608,000 | $16,224 | 0.7% | $0.97 | — | NOTE 7.000% 5/1 | 15671BAJ0 |
| — | MOLYCORP INC DEL | 18,060,000 | $16,141 | 0.7% | $0.98 | — | NOTE 5.500% 2/0 | 608753AH2 |
| — | ENCORE CAP GROUP INC | 10,080,000 | $15,644 | 0.6% | $1.55 | — | NOTE 3.000%11/2 | 292554AD4 |
| — | CAL DIVE INTL INC DEL | 15,900,000 | $15,254 | 0.6% | $0.96 | — | NOTE 5.000% 7/1 | 12802TAB7 |
| — | ZIONS BANCORPORATION | 2,230,294 | $14,497 | 0.6% | $5.85 | — | *W EXP 05/22/202 | 989701115 |
| — | MOLYCORP INC DEL | 17,874,000 | $14,366 | 0.6% | $0.80 | — | NOTE 3.250% 6/1 | 608753AA7 |
| — | RAIT FINANCIAL TRUST | 14,625,000 | $14,359 | 0.6% | $1.00 | — | NOTE 4.000%10/0 | 749227AB0 |
| — | MERRIMACK PHARMACEUTICALS IN | 13,250,000 | $13,577 | 0.6% | $0.98 | — | NOTE 4.500% 7/1 | 590328AA8 |
| — | LIBERTY MEDIA CORP | 21,417,000 | $12,931 | 0.5% | $0.60 | — | DEB 3.750% 2/1 | 530715AL5 |
| — | LIBERTY MEDIA CORP | 21,039,000 | $12,913 | 0.5% | $0.67 | — | DEB 4.000%11/1 | 530715AG6 |
| — | SOLAZYME INC | 8,034,000 | $12,419 | 0.5% | $1.55 | — | NOTE 6.000% 2/0 | 83415TAB7 |
| — | SANDISK CORP | 148,700 | $12,073 | 0.5% | $74.69 | — | COM | 80004C101 |
| DHT | DHT HOLDINGS INC | 1,547,000 | $12,036 | 0.5% | $3.35 | 0.0% | SHS NEW | Y2065G121 |
| — | PDL BIOPHARMA INC | 8,900,000 | $9,419 | 0.4% | $1.06 | — | NOTE 4.000% 2/0 | 69329YAF1 |
| CRM | SALESFORCE COM INC | 151,504 | $8,649 | 0.4% | $45.56 | +29.6% | COM | 79466L302 |
| — | TTM TECHNOLOGIES INC | 6,500,000 | $7,242 | 0.3% | $1.11 | — | NOTE 1.750%12/1 | 87305RAD1 |
| — | LAM RESEARCH CORP | 117,100 | $6,441 | 0.3% | $51.40 | — | COM | 512807108 |
| — | OMNICARE INC | 5,860,000 | $5,963 | 0.2% | $0.95 | — | NOTE 3.500% 2/1 | 681904AQ1 |
| — | VITESSE SEMICONDUCTOR CORP | 4,961,000 | $5,340 | 0.2% | $1.06 | — | DBCV 8.000% 6/1 | 928497AE6 |
| — | MANNKIND CORP | 1,200,000 | $4,824 | 0.2% | $4.26 | — | COM | 56400P201 |
| — | VERSO PAPER CORP | 1,663,166 | $4,807 | 0.2% | $1.10 | — | COM | 92531L108 |
| — | AMAG PHARMACEUTICALS INC | 3,500,000 | $3,561 | 0.1% | $1.02 | — | NOTE 2.500% 2/1 | 00163UAA4 |
| — | WINTRUST FINL CORP | 128,805 | $3,330 | 0.1% | $18.17 | — | *W EXP 12/19/201 | 97650W157 |
| — | FLUIDIGM CORP DEL | 2,755,000 | $3,152 | 0.1% | $1.14 | — | NOTE 2.750% 2/0 | 34385PAA6 |
| — | QUANTUM CORP | 3,000,000 | $3,090 | 0.1% | $1.03 | — | NOTE 4.500%11/1 | 747906AJ4 |
| — | NORTHSTAR RLTY FIN CORP | 168,300 | $2,716 | 0.1% | $13.45 | — | Put | 66704R100 |
| — | HOMEAWAY INC | 67,000 | $2,524 | 0.1% | $37.67 | — | COM | 43739Q100 |
| VTGDF | VANTAGE DRILLING COMPANY | 1,305,945 | $2,233 | 0.1% | $1.74 | 0.0% | ORD SHS | G93205113 |
| — | ENDEAVOUR INTL CORP | 544,207 | $1,769 | 0.1% | $4.20 | — | COM NEW | 29259G200 |
| — | LEE ENTERPRISES INC | 375,899 | $1,680 | 0.1% | $4.47 | — | COM | 523768109 |
| ATLC | ATLANTICUS HLDGS CORP | 500,000 | $1,223 | 0.1% | $3.76 | -26.3% | COM | 04914Y102 |
| — | PEABODY ENERGY CORP | 69,482 | $1,135 | 0.0% | $14.64 | — | COM | 704549104 |
| — | YAHOO INC | 25,800 | $926 | 0.0% | $40.44 | — | COM | 984332106 |
| — | SINA CORP | 14,200 | $858 | 0.0% | $60.42 | — | ORD | G81477104 |
| — | MAGNUM HUNTER RES CORP DEL | 100,000 | $850 | 0.0% | $5.57 | — | Call | 55973B102 |
| — | SHIP FINANCE INTERNATIONAL L | 46,865 | $842 | 0.0% | $17.97 | — | SHS | G81075106 |
| — | GENCO SHIPPING & TRADING LTD | 989,000 | $825 | 0.0% | $0.47 | — | NOTE 5.000% 8/1 | 36869MAA3 |
| — | FRONTLINE LTD | 147,806 | $578 | 0.0% | $3.87 | — | SHS | G3682E127 |
| ECPG | ENCORE CAP GROUP INC | 11,337 | $518 | 0.0% | $48.27 | 0.0% | COM | 292554102 |
| — | MOLYCORP INC DEL | 106,243 | $498 | 0.0% | $5.62 | — | COM | 608753109 |
| — | SANCHEZ ENERGY CORP | 16,739 | $496 | 0.0% | $29.63 | — | COM | 79970Y105 |
| — | MERRIMACK PHARMACEUTICALS IN | 37,600 | $190 | 0.0% | — | — | Call | 590328100 |
| — | DENDREON CORP | 11,039 | $33 | 0.0% | $2.99 | — | COM | 24823Q107 |